Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations

V. Susarla, John Van Ryzin · Journal of the American Statistical Association · 1976

This article presents a nonparametric Bayesian estimator of a survival curve based on incomplete or arbitrarily right-censored data. This estimator, a Bayes estimator under a squared-error loss function assuming a Dirichlet process prior, is shown to be a Bayesian extension of the usual product limit (Kaplan-Meier) nonparametric estimator.

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